NYMEX Light Sweet Crude Oil Future March 2013

Trading Metrics calculated at close of trading on 29-Aug-2012

Day Change Summary
	Previous	Current
	28-Aug-2012	29-Aug-2012	Change	Change %	Previous Week
Open	97.47	97.44	-0.03	0.0%	97.97
High	97.89	97.84	-0.05	-0.1%	99.62
Low	97.07	96.38	-0.69	-0.7%	97.02
Close	97.82	97.07	-0.75	-0.8%	97.63
Range	0.82	1.46	0.64	78.0%	2.60
ATR	1.63	1.62	-0.01	-0.8%	0.00
Volume	11,545	8,764	-2,781	-24.1%	71,864

Daily Pivots for day following 29-Aug-2012
	Classic	Woodie	Camarilla	DeMark
R4	101.48	100.73	97.87
R3	100.02	99.27	97.47
R2	98.56	98.56	97.34
R1	97.81	97.81	97.20	97.46
PP	97.10	97.10	97.10	96.92
S1	96.35	96.35	96.94	96.00
S2	95.64	95.64	96.80
S3	94.18	94.89	96.67
S4	92.72	93.43	96.27

Weekly Pivots for week ending 24-Aug-2012
	Classic	Woodie	Camarilla	DeMark
R4	105.89	104.36	99.06
R3	103.29	101.76	98.35
R2	100.69	100.69	98.11
R1	99.16	99.16	97.87	98.63
PP	98.09	98.09	98.09	97.82
S1	96.56	96.56	97.39	96.03
S2	95.49	95.49	97.15
S3	92.89	93.96	96.92
S4	90.29	91.36	96.20

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	99.62	96.18	3.44	3.5%	1.74	1.8%	26%	False	False	13,930
10	99.62	96.17	3.45	3.6%	1.41	1.5%	26%	False	False	13,232
20	99.62	89.39	10.23	10.5%	1.54	1.6%	75%	False	False	12,405
40	99.62	86.75	12.87	13.3%	1.56	1.6%	80%	False	False	9,429

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.27
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	104.05
2.618	101.66
1.618	100.20
1.000	99.30
0.618	98.74
HIGH	97.84
0.618	97.28
0.500	97.11
0.382	96.94
LOW	96.38
0.618	95.48
1.000	94.92
1.618	94.02
2.618	92.56
4.250	90.18

Fisher Pivots for day following 29-Aug-2012
Pivot	1 day	3 day
R1	97.11	97.58
PP	97.10	97.41
S1	97.08	97.24

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These figures are updated between 7pm and 10pm EST after a trading day.

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